-22.6%
TMF vs NWSA
-0.3%
-22.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.6% | -10.5% | +11.1% | +1.8% |
| 30D | +16.3% | -8.8% | +25.1% | +17.5% |
| 3M | -2.7% | -6.5% | +3.8% | -1.8% |
| 6M | -13.2% | -1.3% | -11.8% | -13.1% |
| YTD | -16.7% | +2.5% | -19.2% | -17.4% |
| All | -22.6% | -0.3% | -22.3% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling